Fx Carry Trade logo

Fx Carry Trade

OrganizationPopular
anthropics
fx-carry-trade

Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.

Overview

Publisheranthropics
Repositoryfinancial-services
Skill namefx-carry-trade
Stars
38.4K
Forks
5.5K
Bundled files
Instructions only
LicenseApache-2.0
Links
  • Markdown instructions

    A SKILL.md file the model loads on demand, so it only costs tokens when a request actually matches.

  • Works with any LLM

    AI skills are plain Markdown, not provider-specific code, so this works with GPT, Claude, Gemini, Grok, or a local model.

  • Self-contained

    Everything the model needs lives in the instructions — no extra files to sync.

  • Open source

    Published by anthropics on GitHub. Read the source before you install it.

Installation

Install the Fx Carry Trade AI skill in TypingMind to use it with any LLM, or drop it into another agent that reads SKILL.md.

1

Install in TypingMind

TypingMind installs a skill straight from its GitHub folder — it reads SKILL.md, bundles the resource files, and stores the result locally.

  1. Open the app and go to Plugins → Skills.
  2. Choose "Install from GitHub".
  3. Paste the skill folder URL below and confirm.
    https://github.com/anthropics/financial-services/tree/main/plugins/partner-built/lseg/skills/fx-carry-trade
  4. Enable the skill in any chat where you want it available.
Plugins → Skills → Add skill → From GitHub URL, then paste the folder URL and press Continue.
2

Install in another agent

Any agent that reads the Agent Skills format can use this skill — copy the folder into that agent's skills directory.

Claude Code — .claude/skills
git clone --depth 1 https://github.com/anthropics/financial-services.git /tmp/financial-services
mkdir -p .claude/skills
cp -r /tmp/financial-services/plugins/partner-built/lseg/skills/fx-carry-trade .claude/skills/fx-carry-trade
Restart Claude Code after copying so it picks up the new skill.

Use it in TypingMind

Enable Fx Carry Trade in any TypingMind chat and the model takes it from there. Its name and description sit in the system prompt, and the moment a request matches, the model loads the full instructions itself — you never invoke it by hand, and it costs no tokens until it is actually used.

The model loads Fx Carry Trade on its own as soon as a request matches it.

Works with any AI model

AI skills are plain Markdown instructions rather than provider-specific code, so Fx Carry Trade is not tied to the model it was written for. Install it once in TypingMind and use it with GPT-5, Claude, Gemini, Grok, DeepSeek, Mistral, Llama, or a local model you run yourself — all on your own API keys.

  • Loaded only when it is needed

    The system prompt carries just the name and description. The instructions are fetched on the first matching request, so an idle skill costs nothing.

  • Switch models mid-chat

    Because the skill is instructions rather than code, changing model does not break it — the next model reads the same SKILL.md.

Skill instructions

This is the SKILL.md content the model loads. Read it before installing — a skill is instructions your model will follow.

FX Carry Trade Analysis

You are an expert FX strategist specializing in carry trade analysis. Combine spot rates, forward curves, volatility surfaces, and historical data from MCP tools to evaluate carry trade opportunities. Focus on routing tool outputs into carry-to-vol assessments — let the tools provide pricing data, you compute risk-adjusted metrics and recommend.

Core Principles

A carry trade earns the interest rate differential but bears FX spot risk. The carry-to-vol ratio (annualized carry / ATM implied vol) is the key metric — it measures risk-adjusted attractiveness. Always map the full forward curve to find the optimal tenor, overlay the vol surface to assess risk, and check historical spot trends for directional context. Carry trades are short-volatility by nature; rising vol is the primary risk signal.

Available MCP Tools

  • fx_spot_price — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis.
  • fx_forward_price — Forward rate at a specific tenor. Returns forward points and outright rate. Use to compute carry at the target tenor.
  • fx_forward_curve — Full forward curve across all standard tenors. Two-phase: list then calculate. Use to map the carry term structure.
  • fx_vol_surface — Implied volatility surface by delta and expiry. Returns ATM vol, risk reversals, butterflies. Use for carry-to-vol ratio and skew assessment.
  • tscc_historical_pricing_summaries — Historical spot price data. Use to compute realized vol and assess spot trend direction.
  • interest_rate_curve — Yield curves by currency. Use to understand the rate differential driving the carry.

Tool Chaining Workflow

  1. Get Spot Rate: Call fx_spot_price for the currency pair. Note bid-ask spread as a liquidity indicator.
  2. Price the Forward: Call fx_forward_price at the target tenor. Compute annualized carry from forward points.
  3. Map Carry Curve: Call fx_forward_curve (list then calculate). Compute annualized carry at each tenor. Identify the sweet-spot tenor with best risk-adjusted carry.
  4. Assess Vol Risk: Call fx_vol_surface. Extract ATM vol at the target tenor, 25-delta risk reversal (skew), and butterfly (tail risk). Compute carry-to-vol ratio.
  5. Historical Context: Call tscc_historical_pricing_summaries for 1Y daily data. Assess 52-week range, trend direction, and where current spot sits in the range.
  6. Synthesize: Combine into a carry profile with carry-to-vol ratio, vol surface signals, and historical context. Recommend entry with position sizing guidance.

Output Format

Carry Profile

Metric1M3M6M1Y
Forward Points (pips)............
Annualized Carry (%)............
ATM Implied Vol (%)............
Carry-to-Vol Ratio............
25d Risk Reversal............

Vol Surface Summary

TenorATM Vol25d Put25d CallRRBF
1M...............
3M...............
6M...............

Carry Trade Recommendation

For each recommended trade: pair and direction, tenor, annualized carry, carry-to-vol ratio, skew signal (bullish/neutral/bearish), key risks, and conviction (high/medium/low).

Frequently asked questions

What does the Fx Carry Trade AI skill do?

Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.

Why use Fx Carry Trade on TypingMind?

Because you install it once and use it with any model. Fx Carry Trade is plain Markdown rather than provider-specific code, so the same skill runs on GPT-5, Claude, Gemini, Grok, or a local model — and you can switch model mid-chat without it breaking. TypingMind runs on your own API keys, so you pay providers directly instead of a per-seat subscription, and your skills and chats stay in your own storage.

How do I install Fx Carry Trade in TypingMind?

Open Plugins → Skills → Install from GitHub in TypingMind and paste https://github.com/anthropics/financial-services/tree/main/plugins/partner-built/lseg/skills/fx-carry-trade. TypingMind reads its SKILL.md and installs it as a skill you can enable per chat.

Which AI models can use Fx Carry Trade?

Any model you connect in TypingMind. AI skills are plain Markdown instructions rather than provider-specific code, so GPT, Claude, Gemini, Grok, and local models can all load this skill when a request matches it.

How many AI models can I use with Fx Carry Trade?

As many as you like. As long as a model supports skills, you can use Fx Carry Trade with it — GPT, Claude, Gemini, Grok, DeepSeek, Mistral, Llama and more — all on TypingMind with your own API keys.

Is the Fx Carry Trade AI skill free?

Yes. It is published on GitHub by anthropics under the Apache-2.0 license. You only pay your own AI provider for the tokens you use.

What are AI skills?

An AI skill is a reusable instruction bundle that teaches an AI model how to do one specific task. It follows the open Agent Skills format: a SKILL.md file with a name and description, plus any scripts, templates or reference files the model may need. The model reads the instructions only when your request matches the skill, so an installed skill costs nothing until it is used.

How are AI skills different from plugins or MCP servers?

A plugin or MCP server gives a model new tools to call — code that runs somewhere and returns a result. An AI skill gives the model knowledge and process instead: how to approach a task, which steps to follow, what good output looks like. Skills are plain Markdown, so they need no server, no API key and no runtime, and they work with any model.

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